Treasury Government-Related Corporate Securitized Aaa Aa A Baa

MV% MV%

100% 100%
6.8
16.9 15.9 15.9 15.6 15.4 14.5 13.9 15.7 15.9 16.0 15.8
90% 90%
13.8
80% 80% 10.7 10.8
15.5 16.4 16.9 17.5 17.9 17.8
70% 70% 26.2 26.0 28.6
28.6
60% 13.4 13.6 13.7 13.4 13.1 12.2 60% 29.3
32.3
50% 50% 16.7 17.3 16.6
40% 40%

30% 30%
54.2 54.1 53.5 53.5 53.6 55.5 50.8 46.1
20% 20% 41.2 41.3 40.7 39.1
10% 10%

0% 0%
2011 2012 2013 2014 2015 1H16 2011 2012 2013 2014 2015 1H16